+110.4%
XLRE vs CASY
+649.4%
-538.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.7% |
| 7D | -0.3% | -4.4% | +4.0% | +0.8% |
| 30D | -2.4% | -12.0% | +9.6% | +0.8% |
| 3M | +0.6% | -2.3% | +2.9% | 0.0% |
| 6M | +3.9% | +10.5% | -6.6% | -0.5% |
| YTD | +10.5% | +33.0% | -22.5% | +0.1% |
| 1Y | +8.4% | +41.1% | -32.8% | -3.7% |
| 3Y | +32.8% | +207.5% | -174.7% | -8.9% |
| 5Y | +7.0% | +290.7% | -283.7% | -32.8% |
| 10Y | +83.8% | +556.5% | -472.7% | +1.6% |
| All | +110.4% | +649.4% | -538.9% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling